概率论

We study the convex hull of planar Brownian motion run until the exit time from the unit disk. Our primary objective is to compute the expected perimeter of this convex hull, thereby complementing recent results on the convex hull of…

The "magical" identity discovered by M.~Cotlar in 1955 for the Hilbert transform is established here in the setting of martingale transforms and, in particular, for conformal martingales. This, together with the probabilistic representation…

In this manuscript, we establish the existence/non-existence of the cut-off phenomenon for the Langevin--Kolmogorov random dynamics with monomial convex potentials, possible singular, and driven by a Brownian motion with small strength. We…

We develop a calculus of space-time controlled fields for rough stochastic systems. This approach provides a unified composition rule for evaluating random fields along rough semimartingales and yields a rough stochastic It\^o-Wentzell…

The bounded mean betting procedure serves as a crucial interface between the domains of (1) sequential, anytime-valid statistical inference, and (2) online learning and portfolio selection algorithms. While recent work in both domains has…

We consider shot-noise processes with an impulse response written in terms of the logarithm of the ratio between current and event time (instead of the usual absolute time difference). We study its finite-time properties as well as its weak…

We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…

We prove that, under the H\"ormander criterion on an It\^{o} process, all its martingale observables are smooth. As a consequence, we also obtain a generalized Feynman-Kac formula providing smooth solutions to certain PDE boundary-value…

The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-field limit of second-order Newtonian particle systems,…

We study the fluctuations of the phonon modes in a one-dimensional chain of anharmonic oscillators where the deterministic Hamiltonian dynamics is perturbed by random exchanges of momentum between nearest neighbor particles. There are three…

Uniform attachment with freezing is an extension of the classical model of random recursive trees, in which trees are recursively built by attaching new vertices to old ones. In the model of uniform attachment with freezing, vertices are…

We prove a central limit type theorem for critical marked Hawkes processes. We study the case where the marks are i.i.d. with nonnegative values and their common distribution is either heavy tailed or has finite variance. The kernel…

We establish sufficient mild conditions for a sequence of multitype Bienaym\'e-Galton-Watson trees, conditioned in some sense to be large, to converge to a limiting compact metric space which we call a \emph{multitype L\'{e}vy tree}. More…

We explore a bond percolation model on slabs $\mathbb{S}^+_k=\mathbb{Z}_+\times \mathbb{Z}_+\times\{0,\dots,k\}$ featuring one-dimensional inhomogeneities. In this context, a vertical column on the slab comprises the set of vertical edges…

We analyse the effect of agent-dependent heavy-tailed waiting times in the voter model on the complete graph with $N$ vertices. We derive a novel scaling limit and show the existence of a limiting infinite voter model on the slowest…

We start with a random polynomial $P^{N}(z)$ of degree $N$ with independent coefficients. We then consider a new polynomial $P_{t}^{N}$ obtained by $\lceil Nt\rceil$ applications of a fractional differential operator of the form $z^{a}…

We study the monomer--dimer partition function on the configuration model of random $d$-regular, $l$-uniform hypergraphs. For fixed $d,l\ge2$, we prove quenched free-energy limits in explicit parameter regimes. The proof combines…

We show that the variance of the number of connected components of the zero set of the two-dimensional Gaussian ensemble of random spherical harmonics of degree n grows as a positive power of n. The proof uses no special properties of…

The degree sequence $(n_{i,j}(k), 1\leq i,j\leq d, k\geq 0)$ of a multitype forest with $d$ types encodes the number of individuals of type $i$ with $k$ children of type $j$. In this paper, we introduce a simple algorithm to sample a…

Given a sequence $\xi\colon \mathbb Z_+ \to \mathbb C$, we find a simple spectral condition which guarantees the angular equidistribution of the zeroes of the Taylor series \[ F_\xi (z) = \sum_{n\ge 0} \xi (n) \frac{z^n}{n!}\,. \] This…